-29.5%
CIFR vs CVE
+142.8%
-172.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.6% | +18.5% | +18.1% |
| 7D | -10.2% | -16.1% | +5.9% | -4.4% |
| 30D | -55.0% | -10.4% | -44.7% | -53.4% |
| 3M | -64.1% | -2.4% | -61.7% | -64.2% |
| 6M | -70.1% | -4.4% | -65.7% | -70.1% |
| YTD | -55.7% | +64.9% | -120.6% | -63.7% |
| 1Y | -69.9% | +66.0% | -135.9% | -75.4% |
| 3Y | +68.7% | +57.7% | +11.0% | +34.5% |
| All | -29.5% | +142.8% | -172.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling